CBOE Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.4330	3.96
$α$	0.1420	1.99
$β$	0.1966	1.04
$γ_{1}$	0.9360	0.36
$γ_{2}$	-1.8570	-0.46
$γ_{3}$	1.3077	0.49
$γ_{4}$	0.6017	0.29
$γ_{5}$	-3.3133	-1.70
$γ_{6}$	4.5861	2.16
$γ_{7}$	-2.9611	-1.55

V-Lab

Quicklizard Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Quicklizard Ltd Analyses